DFIV · Expected Move

Dimensional International Value ETF · ETF

The expected move for DFIV is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

DFIV straddle price & implied vol

60 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).

Current DFIV Expected Move
30-Day Straddle
$1.98
7-Day Straddle
$1.98
30-Day ATM IV
20.2%
IV Rank
52%
Implied one-standard-deviation move through the next 30 days. Compare to DFIV's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
DFIV Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $1.98 $1.98 20.2% 52%
20261020 $1.70 $1.70 17.7% 34%
20261019 $1.70 $1.70 20.2% 49%
20261016 $2.23 $2.85 19.0% 38%
20261015 $2.12 $1.35 18.8% 37%
20261014 $2.10 $1.48 19.9% 43%
20261013 $2.17 $1.45 18.5% 35%
20261012 $2.33 $1.67 20.6% 47%
20261009 $2.30 $1.67 21.9% 54%
20261008 $2.30 $1.52 22.5% 57%
20261007 $2.38 $1.35 22.7% 58%
20261006 $2.33 $1.62 20.2% 45%
20261005 $2.30 $1.62 20.6% 47%
20261002 $1.75 $1.75 20.7% 47%
20261001 $3.38 $3.38 22.2% 55%
20260930 $1.68 $1.68 23.0% 60%
20260929 $1.77 $1.77 21.1% 49%
20260928 $1.83 $1.83 18.5% 35%
20260925 $1.85 $1.85 17.4% 29%
20260924 $1.90 $1.90 18.6% 36%
20260923 $2.00 $2.00 19.0% 38%
20260922 $2.00 $2.00 22.1% 55%
20260921 $2.12 $2.12 21.6% 52%
20260918 $2.17 $3.27 22.9% 60%
20260917 $2.22 $1.62 13.8% 9%
20260916 $1.67 $1.60 12.1% 0%
20260915 $2.33 $1.70 18.6% 16%
20260914 $2.25 $1.70 17.2% 6%
20260911 $2.25 $1.73 18.0% 12%
20260910 $2.38 $1.85 19.0% 19%
20260909 $2.42 $1.77 18.4% 15%
20260908 $2.30 $1.70 17.3% 6%
20260904 $2.40 $1.80 17.4% 7%
20260903 $2.42 $1.82 17.5% 7%
20260902 $1.92 $1.92 16.4% 0%
20260901 $1.93 $1.93 18.5% 13%
20260831 $1.90 $1.90 18.8% 14%
20260828 $1.80 $1.80 19.7% 20%
20260827 $1.90 $1.90 24.8% 45%
20260826 $1.98 $1.98 23.6% 36%
20260825 $1.98 $1.98 17.9% 7%
20260824 $2.00 $2.00 20.0% 16%
20260821 $2.00 $0.88 20.7% 19%
20260820 $1.98 $1.40 22.5% 27%
20260819 $1.98 $1.43 22.9% 29%
20260818 $2.05 $1.50 22.8% 29%
20260817 $2.10 $1.55 21.5% 23%
20260814 $2.12 $1.68 21.7% 24%
20260813 $2.15 $1.67 21.5% 23%
20260812 $2.15 $1.65 16.5% 0%
20260811 $2.62 $2.15 24.2% 30%
20260810 $2.90 $2.33 23.4% 26%
20260807 — — 22.7% 23%
20260806 $4.80 $2.42 23.3% 25%
20260805 $2.42 $2.42 21.5% 16%
20260804 $2.50 $2.50 21.3% 16%
20260803 $2.50 $2.50 22.2% 20%
20260731 $2.53 $2.53 20.6% 12%
20260730 $2.55 $2.55 18.2% 0%
20260729 $2.62 $2.62 21.7% 6%

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.